S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.86% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 19.31 | |
| 0.0585 | 24.66 | |
| 0.9449 | 657.10 | |
| -0.0253 | -6.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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